IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v38y1991i2p195-204.html
   My bibliography  Save this article

A finite characterization of weak lumpable Markov processes. Part I: The discrete time case

Author

Listed:
  • Rubino, Gerardo
  • Sericola, Bruno

Abstract

We consider an irreducible and homogeneous Markov chain (discrete time) with finite state space. Given a partition of the state space, it is of interest to know if the aggregated process constructed from the first one with respect to the partition is also Markov homogeneous. We give a characterization of this situation by means of a finite algorithm. This algorithm computes the set of all initial probability distributions of the starting homogeneous Markov chain leading to an aggregated homogeneous Markov chain.

Suggested Citation

  • Rubino, Gerardo & Sericola, Bruno, 1991. "A finite characterization of weak lumpable Markov processes. Part I: The discrete time case," Stochastic Processes and their Applications, Elsevier, vol. 38(2), pages 195-204, August.
    • Handle: RePEc:eee:spapps:v:38:y:1991:i:2:p:195-204
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0304-4149(91)90091-P
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Spreij, Peter, 2001. "On the Markov property of a finite hidden Markov chain," Statistics & Probability Letters, Elsevier, vol. 52(3), pages 279-288, April.
    2. Stadje, Wolfgang, 2005. "The evolution of aggregated Markov chains," Statistics & Probability Letters, Elsevier, vol. 74(4), pages 303-311, October.
    3. Ledoux, James, 1995. "On weak lumpability of denumerable Markov chains," Statistics & Probability Letters, Elsevier, vol. 25(4), pages 329-339, December.
    4. Levi John Wolf & Sergio Rey, 2016. "On the lumpability of regional income convergence," Letters in Spatial and Resource Sciences, Springer, vol. 9(3), pages 265-275, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:38:y:1991:i:2:p:195-204. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.